-69.3%
CPNG vs ZBH
-37.1%
-32.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.6% |
| 7D | -1.1% | -4.7% | +3.6% | +0.7% |
| 30D | -7.4% | -4.5% | -2.9% | -5.7% |
| 3M | -12.3% | +7.6% | -19.9% | -15.4% |
| 6M | -19.4% | +0.3% | -19.7% | -20.4% |
| YTD | -35.9% | +4.5% | -40.4% | -38.1% |
| 1Y | -53.4% | -9.4% | -44.0% | -52.3% |
| 3Y | -20.0% | -21.5% | +1.5% | -14.4% |
| 5Y | -49.6% | -28.4% | -21.2% | -48.0% |
| All | -69.3% | -37.1% | -32.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling